C. James Hueng
·
Teaching
·
Publications
o Statutory Central Bank Independence in Taiwan.
Asian Social Science, 6 (11), 2010, pp. 17-27. Working
paper version.
o Traditional View or Revisionist View? The Effects of Monetary Policy on Exchange Rates
in Asia, with Peng Huang and
Ruey Yau.
Applied Financial Economics, 20 (9), 2010, pp. 753-760. Working
paper version.
o Interest-Rate Risk
Factor and Stock Returns: A Time-Varying Factor-Loadings Model
, with Peng Huang.
Applied Financial Economics, 19 (22), 2009, pp. 1813-1824. Working
paper version.
o A Dual-Target Monetary
Policy Rule for Open Economies: An Application to France, with Ruey Yau.
Applied Economics Letters, 15 (12), 2008, pp. 945-948. Working
paper version.
o Conditional
Risk-Return Relationship in a Time-Varying Beta Model, with Peng Huang.
Quantitative Finance, 8 (4), June 2008, pp. 381-390. Working
paper version.
o
Output Convergence Revisited: New Time Series
Results on Industrialized Countries, with Ruey Yau.
Applied Economics Letters, 14 (1),
January 2007, pp. 75-77. Working
paper version.
o
Investor Preferences and Portfolio Selection:
Is Diversification an Appropriate Strategy? with Ruey Yau.
Quantitative Finance, 6 (3), June 2006, pp. 255-271. Working
paper version.
o Short-Sales Constraints and Stock Return Asymmetry: Evidence from the
Chinese Stock Markets.
Applied Financial Economics, 16 (10), June 2006,
pp. 707-716. Working
paper version.
o Using an Aggregate Demand-Aggregate Supply Model to Identify Structural
Demand-Side and Supply-Side Shocks: Results Using a Bivariate
VAR, with James Cover and Walter Enders.
Journal of Money, Credit, and Banking, 38 (3), April 2006, pp. 777-790. Working
paper version.
o Forecasting Asymmetries in Aggregate Stock Market
Returns: Evidence from Conditional Skewness, with James McDonald.
Journal of Empirical Finance, 12 (5), December 2005, pp. 666-685. Working
paper version.
o Overreaction Effects Independent of Risk and Characteristics: Evidence
from the Japanese Stock Market , with Chaoshin Chiao.
Japan and the World Economy, 17 (4), December 2005, pp. 431-455. Working
paper version.
o The Correlation Between Shocks to Output and the
Price Level: Evidence from a Multivariate GARCH Model, with James Cover.
Southern Economic Journal, July 2003, pp.75-92.
Working
paper version.
o Are Policy Rules Better than the Discretionary System in Taiwan? with James Cover and Ruey Yau.
Contemporary Economic Policy 20 (1), January 2002, pp. 60-71. Working
paper version.
o Do Bubbles or Time-Varying Risk Premiums Affect Stock Prices? A Kalman Filter Approach, with Lii-Tarn Chen and Chien-Fu Jeff
Lin.
Global Business and Economics Review 2 (2), December 2000, pp. 159-171. Working
paper version.
o Sources of Persistence in Cross-Country Income Disparities: A Structural
Analysis, with Ruey Yau.
Journal of Macroeconomics, 22 (4), Fall 2000,
pp. 611-630. Working paper version.
o The Impact of Foreign Variables on Domestic Money Demand: Evidence from
the United Kingdom.
Journal of Economics and Finance, 24 (2), Summer 2000, pp. 97-109. Working
paper version.
o Money Demand in an Open-Economy Shopping-Time Model: An
Out-of-Sample-Prediction Application to Canada.
Journal of Economics and Business 51 (6), November/December 1999, pp.
489-503. Working paper version.
o The Demand for Money in an Open Economy: Some Evidence for Canada.
North American Journal of Economics and Finance 9 (1), Spring 1998, pp.15-31. Working
paper version.